+4,436.2%
PH vs NLY
+1,202.9%
+3,233.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -0.6% |
| 7D | -3.1% | -3.6% | +0.5% | -1.8% |
| 30D | -11.8% | -4.9% | -6.9% | -10.1% |
| 3M | +6.9% | +6.2% | +0.7% | +4.5% |
| 6M | -1.3% | +4.5% | -5.8% | -3.1% |
| YTD | +7.0% | +5.1% | +1.8% | +4.7% |
| 1Y | +23.1% | +13.5% | +9.6% | +17.0% |
| 3Y | +135.4% | +65.6% | +69.8% | +94.3% |
| 5Y | +250.3% | +26.9% | +223.4% | +213.5% |
| 10Y | +798.0% | +81.8% | +716.2% | +601.7% |
| All | +4,436.2% | +1,202.9% | +3,233.2% | +2,289.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling